The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series
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References listed on IDEAS
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More about this item
KeywordsCointegration; Likelihood ratio test; Test power; Bootstrap;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-03 (All new papers)
- NEP-ECM-2009-07-03 (Econometrics)
- NEP-ETS-2009-07-03 (Econometric Time Series)
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